| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,626.2 |
2,633.5 |
7.3 |
0.3% |
2,571.5 |
| High |
2,642.7 |
2,657.9 |
15.2 |
0.6% |
2,718.5 |
| Low |
2,605.3 |
2,627.2 |
21.9 |
0.8% |
2,568.5 |
| Close |
2,621.3 |
2,639.9 |
18.6 |
0.7% |
2,712.2 |
| Range |
37.4 |
30.7 |
-6.7 |
-17.9% |
150.0 |
| ATR |
43.6 |
43.1 |
-0.5 |
-1.1% |
0.0 |
| Volume |
177,858 |
61,653 |
-116,205 |
-65.3% |
986,398 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.8 |
2,717.5 |
2,656.8 |
|
| R3 |
2,703.1 |
2,686.8 |
2,648.3 |
|
| R2 |
2,672.4 |
2,672.4 |
2,645.5 |
|
| R1 |
2,656.1 |
2,656.1 |
2,642.7 |
2,664.3 |
| PP |
2,641.7 |
2,641.7 |
2,641.7 |
2,645.7 |
| S1 |
2,625.4 |
2,625.4 |
2,637.1 |
2,633.6 |
| S2 |
2,611.0 |
2,611.0 |
2,634.3 |
|
| S3 |
2,580.3 |
2,594.7 |
2,631.5 |
|
| S4 |
2,549.6 |
2,564.0 |
2,623.0 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.4 |
3,064.3 |
2,794.7 |
|
| R3 |
2,966.4 |
2,914.3 |
2,753.5 |
|
| R2 |
2,816.4 |
2,816.4 |
2,739.7 |
|
| R1 |
2,764.3 |
2,764.3 |
2,726.0 |
2,790.4 |
| PP |
2,666.4 |
2,666.4 |
2,666.4 |
2,679.4 |
| S1 |
2,614.3 |
2,614.3 |
2,698.5 |
2,640.4 |
| S2 |
2,516.4 |
2,516.4 |
2,684.7 |
|
| S3 |
2,366.4 |
2,464.3 |
2,671.0 |
|
| S4 |
2,216.4 |
2,314.3 |
2,629.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,723.2 |
2,605.3 |
117.9 |
4.5% |
49.6 |
1.9% |
29% |
False |
False |
190,340 |
| 10 |
2,723.2 |
2,541.5 |
181.7 |
6.9% |
43.2 |
1.6% |
54% |
False |
False |
197,730 |
| 20 |
2,801.2 |
2,541.5 |
259.7 |
9.8% |
46.1 |
1.7% |
38% |
False |
False |
220,599 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
9.9% |
38.1 |
1.4% |
38% |
False |
False |
197,635 |
| 60 |
2,801.8 |
2,513.9 |
287.9 |
10.9% |
36.4 |
1.4% |
44% |
False |
False |
193,555 |
| 80 |
2,801.8 |
2,418.8 |
383.0 |
14.5% |
35.8 |
1.4% |
58% |
False |
False |
188,387 |
| 100 |
2,801.8 |
2,398.2 |
403.6 |
15.3% |
37.1 |
1.4% |
60% |
False |
False |
174,733 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
17.1% |
35.9 |
1.4% |
64% |
False |
False |
148,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,788.4 |
|
2.618 |
2,738.3 |
|
1.618 |
2,707.6 |
|
1.000 |
2,688.6 |
|
0.618 |
2,676.9 |
|
HIGH |
2,657.9 |
|
0.618 |
2,646.2 |
|
0.500 |
2,642.6 |
|
0.382 |
2,638.9 |
|
LOW |
2,627.2 |
|
0.618 |
2,608.2 |
|
1.000 |
2,596.5 |
|
1.618 |
2,577.5 |
|
2.618 |
2,546.8 |
|
4.250 |
2,496.7 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,642.6 |
2,664.3 |
| PP |
2,641.7 |
2,656.1 |
| S1 |
2,640.8 |
2,648.0 |
|